A Self-Normalized Online Monitoring Method Based on the Characteristic Function

The goal of nonparametric online monitoring methods is to quickly detect structural changes in the distribution of a data stream. This work is concerned with a nonparametric self-normalized monitoring method based on the difference of empirical characteristic functions. This method introduces an add...

Full description

Saved in:
Bibliographic Details
Main Authors: Yang Wang, Baoying Yang
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/5/710
Tags: Add Tag
No Tags, Be the first to tag this record!